+123.8%
STX vs SPMO
+11.0%
+112.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.8% | -7.3% | -6.5% |
| 7D | -20.2% | -8.9% | -11.3% | -4.3% |
| 30D | -37.2% | -13.8% | -23.4% | -15.8% |
| 3M | -34.1% | -12.5% | -21.5% | -13.2% |
| 6M | -24.5% | -1.5% | -23.0% | -19.4% |
| YTD | +102.9% | +11.3% | +91.6% | +70.5% |
| 1Y | +123.8% | +11.5% | +112.3% | +89.6% |
| All | +123.8% | +11.0% | +112.8% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling